"Sin" refers back to the subject if the subject is third person singular, and only if the object is owned by the subject ("Han kører sin bil" means "He his driving his (own) car" but "Han kører hans bil" means "He is driving his (someone else's) car"). That means it wouldn't work here because "They" (third person plural) are following "his" (third person singular) order, so you have to use "hans"